Agreed, it does need a better offline mode, but I haven't experienced this problem. If it's feasible (i.e., these are the same documents you access over and over), it may be worth stripping out the outside links. I have a set of HTML files, with only internal links between them, and it doesn't prompt me to go back online. If you're using wget to download pages, the -k switch makes links between pages of a site local, but I don't think it strips external links.

If it's a one-time spidering, it may not be worth the trouble.